Piti then came close himself moments later when his free kick deflected off one of his own players in the wall before flying just past the post.
The visitors responded with a chance of their own shortly afterwards, breaking quickly to release Yacine Brahimi inside the box, but his shot flashed right across the face of goal.
The deadlock was finally broken just two minutes after the restart when Javi Fuego tried to chest the ball down inside his own box, only for Piti to nip in and fire into the bottom corner.
They did find an equaliser just one minute later, however, as Feghouli again delivered a ball into the box that Paco Alcacer was able to turn home from close range.
Feghouli set up another chance for Valencia with just 20 minutes of the match remaining, finding Jonas on the edge of the box before the Brazilian's effort was well saved by Roberto.
Roberto came to his side's rescue again in the 83rd minute when he managed to keep out Alcacer's effort from Antonio Barragan's cross.
He could do nothing about Valencia's winner, however, as Vezo was waiting at the back post to turn in a deep free kick in the first minute of stoppage time to give his side all three points.